Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPO.Entry.type.of.fast.moving.average and PPO.Entry.Fast.Length

BEST PARAMETERS
PPO.Entry.type.of.fast.moving.average = Wilders
PPO.Entry.Fast.Length = 10
Profit account= 132 (per day adjusted to desire% DD )
Activity = 4.95 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPO.Entry.type.of.fast.moving.average = Wilders and PPO.Entry.Fast.Length = 10

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
299 65516.95 831.49 6944.22 6 470 345 -23.1 Wilders 10 GBPJPY 23.14740 43.2013963 12960.4189 28304.237 34.040382 0.5652503 No
539 41203.45 849.03 6486.13 6 279 202 -21.6 Wilders 10 USDCHF 21.62043 46.2525420 13875.7626 19057.643 22.446372 0.3286103 No
179 61272.92 863.33 11920.65 6 385 276 -39.7 Wilders 10 EURJPY 39.73550 25.1664129 7549.9239 15420.196 17.861300 0.4459477 No
419 112388.70 874.60 34369.71 7 562 423 -114.6 Wilders 10 NZDUSD 114.56570 8.7286160 2618.5848 9809.978 11.216531 0.6425795 No
599 172985.27 871.35 53688.73 9 362 263 -179.0 Wilders 10 USDJPY 178.96243 5.5877649 1676.3295 9666.010 11.093143 0.4154473 No
239 69287.98 857.94 28114.25 7 292 207 -93.7 Wilders 10 EURUSD 93.71417 10.6707453 3201.2236 7393.544 8.617787 0.3403501 No
359 104961.79 848.96 47674.34 7 371 271 -158.9 Wilders 10 GBPUSD 158.91447 6.2926933 1887.8080 6604.924 7.780017 0.4370053 No
119 20371.44 799.50 10184.07 7 138 101 -33.9 Wilders 10 EURGBP 33.94690 29.4577708 8837.3312 6000.972 7.505906 0.1726079 No
59 124339.31 869.42 63836.29 8 517 393 -212.8 Wilders 10 AUDUSD 212.78763 4.6995212 1409.8564 5843.352 6.720978 0.5946493 No
659 456094.72 869.05 408602.47 11 748 543 -1362.0 Wilders 10 XAUUSD 1362.00823 0.7342100 220.2630 3348.693 3.853280 0.8607100 Yes
479 272235.34 853.55 778200.95 11 205 150 -2594.0 Wilders 10 USDCAD 2594.00317 0.3855045 115.6514 1049.480 1.229547 0.2401734 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5